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Random walks: the problem of attaining a set
| Authors: Krysyaev R.Yu. | Published: 10.04.2017 |
| Published in issue: #4(9)/2017 | |
| DOI: DOI: 10.18698/2541-8009-2017-4-74 | |
| Category: Mathematics | Chapter: Computational Mathematics | |
| Keywords: markov processes, random walks, walk trajectories, stationary distri-bution, limiting characteristics, functional equation, Student’s t-distribution, linear operator | |